Start Game in Offline ModeSome people have claimed this worked for them. In Steam, go to Steam in the top left corner and press: Go Offline. Now start the game.

Wait more than 5 minutesSome people have claimed they had to wait quite some time for the game to load, longer than most games.

Add the game manually to Firewall ExceptionsSometimes the firewall exception window doesn't appear and the user will have to add the game manually. A combination of this fix and the above two may be needed in order to be effective.

Turn off Steam Overlay for WarhammerGo to your library, open up the properties of Warhammer. In the General tab disable Steam Overlay.